An INAR(1) model based on the Pegram and thinning operators with serially dependent innovation

DOI10.1080/03610918.2018.1521975zbMath1489.62288OpenAlexW2901397770WikidataQ128990790 ScholiaQ128990790MaRDI QIDQ5083884

Masoumeh Shirozhan, Mehrnaz Mohammadpour

Publication date: 21 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2018.1521975

zbMATH Keywords

overdispersionthinning operatorINAR modelPegram operator

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

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